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Search: subject:"Random Matrix theory"
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Random matrix theory
85
random matrix theory
48
Linear algebra
33
Lineare Algebra
33
Korrelation
31
Theorie
30
Correlation
29
Theory
29
Portfolio selection
27
Portfolio-Management
27
Random Matrix Theory
26
Estimation theory
17
Schätztheorie
17
Large-dimensional asymptotics
16
Correlation matrix
13
rotation equivariance
13
Econophysics
12
Volatility
10
Konjunkturzusammenhang
9
Portfolio optimization
9
Börsenkurs
8
Principal component analysis
8
Share price
8
Stock market
8
Welt
8
Business cycle synchronization
7
Capital income
7
EU countries
7
EU-Staaten
7
Forecasting model
7
Kapitaleinkommen
7
Prognoseverfahren
7
Time series analysis
7
Volatilität
7
Zeitreihenanalyse
7
factor models
7
nonlinear shrinkage estimation
7
Aktienmarkt
6
Financial crisis
6
Financial market
6
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Undetermined
106
Free
54
CC license
2
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Article
123
Book / Working Paper
48
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Article in journal
43
Aufsatz in Zeitschrift
43
Working Paper
38
Graue Literatur
23
Non-commercial literature
23
Arbeitspapier
22
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6
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6
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3
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1
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English
96
Undetermined
75
Author
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Ledoit, Olivier
17
Wolf, Michael
16
Luu, Duc Thi
9
Guerini, Mattia
8
Napoletano, Mauro
8
Bodnar, Taras
6
Parolya, Nestor
6
Eom, Cheoljun
5
Kim, Soo Yong
5
Moon, Hyungsik Roger
5
Weidner, Martin
5
Barbieri, Claudio
4
Kelly, Bryan T.
4
Kim, Min Jae
4
Lux, Thomas
4
Malamud, Semyon
4
Ormerod, Paul
4
Yanovski, Boyan
4
Burda, Zdzisław
3
Crane, M.
3
Fagiolo, Giorgio
3
Garlaschelli, Diego
3
Jurkiewicz, Jerzy
3
Kim, Kyungsik
3
Livan, Giacomo
3
Scalas, Enrico
3
Squartini, Tiziano
3
Zema, Sebastiano Michele
3
Zhou, Kangying
3
Abul-Magd, A.Y.
2
Ahn, Sanghyun
2
Alfarano, Simone
2
Allez, Romain
2
Amaral, L.A.N.
2
Azoury, Nehme
2
Bai, Jushan
2
Bouchaud, Jean-Philippe
2
Bouri, Elie
2
Dai, Yun-Shi
2
Delannay, R.
2
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
China Economics and Management Academy, Central University of Finance and Economics (CUFE)
1
Departament d'Economia, Universitat Jaume I
1
HAL
1
Institut für Weltwirtschaft (IfW)
1
Université Paris-Dauphine (Paris IX)
1
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Published in...
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Physica A: Statistical Mechanics and its Applications
53
Working Paper
9
Working paper series / University of Zurich, Department of Economics
8
Journal of Multivariate Analysis
7
LEM Working Paper Series
3
LEM working paper series
3
Research paper series / Swiss Finance Institute
3
Advances in Complex Systems (ACS)
2
Applied economics letters
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Computational economics
2
Economic research
2
European journal of operational research : EJOR
2
Evolutionary and institutional economics review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Research in international business and finance
2
Sciences Po OFCE working paper
2
Stochastic Processes and their Applications
2
Swiss Finance Institute Research Paper
2
The journal of operational risk
2
cemmap working paper
2
Advances in Quantitative Methods for Economics and Business : A Tribute to José García Pérez
1
Annals of Economics and Finance
1
Applied economics
1
CEMA Working Papers
1
Computational Economics
1
Digital Designs for Money, Markets, and Social Dilemmas
1
Discussion papers / CEPR
1
Documents de travail du Centre d'Economie de la Sorbonne
1
ECON - Working Papers
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics - The Open-Access, Open-Assessment E-Journal
1
Economics Discussion Papers
1
Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
1
Economics Papers from University Paris Dauphine
1
Economics Working Paper
1
Economics and Business Letters : EBL
1
Economics working paper
1
Economics: The Open-Access, Open-Assessment E-Journal
1
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Source
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RePEc
80
ECONIS (ZBW)
72
EconStor
19
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171
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1
Carbon commodity linkages in emerging and mature markets : comparative evidence from Indonesia and the EU ETS
Firdaus, Naufal Arif Nur
;
Husnaqilati, Atina
- In:
International Journal of Energy Economics and Policy : IJEEP
16
(
2026
)
2
,
pp. 585-597
Persistent link: https://www.econbiz.de/10015620216
Saved in:
2
Factors relevance in asset pricing : new evidences in emerging markets from
random
matrix
theory
Molero-González, Laura
;
Trinidad Segovia, Juan Evangelista
- In:
Economics and Business Letters : EBL
14
(
2025
)
2
,
pp. 75-87
Persistent link: https://www.econbiz.de/10015437925
Saved in:
3
Mesoscopic structure of the stock market and portfolio optimization
Zema, Sebastiano Michele
;
Fagiolo, Giorgio
;
Squartini, …
- In:
Journal of economic interaction and coordination
20
(
2025
)
2
,
pp. 307-333
Persistent link: https://www.econbiz.de/10015440256
Saved in:
4
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
- In:
Macroeconomic dynamics
28
(
2024
)
8
,
pp. 1635-1672
Persistent link: https://www.econbiz.de/10015154395
Saved in:
5
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
Saved in:
6
A test of the efficiency of a given portfolio in high dimensions
Chernov, Mikhail
;
Kelly, Bryan T.
;
Malamud, Semyon
; …
-
2025
-
This version: March 13, 2025
Persistent link: https://www.econbiz.de/10015358006
Saved in:
7
Global synchronization effect of economic policy uncertainty
Zhao, Xiaojun
;
Meng, Qingyu
;
Xu, Chao
;
Zhang, Na
- In:
Review of international economics
33
(
2025
)
4
,
pp. 853-869
Persistent link: https://www.econbiz.de/10015460555
Saved in:
8
Portfolio selection : an approach from
random
matrix
theory
Molero González, Laura
;
Trinidad Segovia, Juan Evangelista
- In:
Advances in Quantitative Methods for Economics and …
,
(pp. 199-224)
.
2025
Persistent link: https://www.econbiz.de/10015464319
Saved in:
9
Geopolitical risk and the volatility of the international grain futures market
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
The journal of futures markets
45
(
2025
)
10
,
pp. 1757-1794
Persistent link: https://www.econbiz.de/10015464911
Saved in:
10
The resonance effect of economic policy uncertainty worldwide : a time-frequency analysis
Zhao, Xiaojun
;
Geng, Xinru
;
Huang, Yurui
;
Wu, Yuhang
; …
- In:
The North American journal of economics and finance : a …
78
(
2025
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015434581
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